TI application note (PDF!) on high voltage adjustable power supplies:
An improved approach is shown in Figure 2. Here an LM329B 6.9V zener reference has been stacked in series
with the LM317’s internal reference. This both improves temperature stability, since the LM329B has a guaranteed TC of ±20 ppm/˚C, and improves regulation, because more loop gain is available from the LM317.
These techniques can be extended for higher output voltages and/or currents by either using better high voltage transistors or cascoding or paralleling (with appropriate emitter ballasting resistors) several transistors. The output short circuit current, determined by R3, must be within Q2’s safe area of operation so that secondary breakdown cannot occur.